I say real name - for a good two years I wandered around K5 with a link to my homepage, which has my CV on it, which has my address and home/mobile phone numbers on it.
I'm still not being stalked by a dangerously sexy netbabe who has a deadly thing for tall, handsome systems engineers.
Damn.
Real names (or nicks that have been used for a loooooooooooong time) add a sense of solidity to a person's posts. I don't personally recommend changing unless you absolutely have to.